Matrix Algebra

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Cambridge University Press, Aug 22, 2005 - Business & Economics - 434 pages
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Matrix Algebra is the first volume of the Econometric Exercises Series. It contains exercises relating to course material in matric algebra that students are exoected to know while enrolled in an (advanced) undergraduate or a postgraduate course in econometrics or statistics. The book contains a comprehensive collection of exercises, all with full answers. But the book is not just a collection of exercises; in fact, it is a textbook, though one that is organized in a completely different manner than the usual textbook. The volume can be used either as a self-contained course in matrix algebra or as a supplementary text.
 

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Contents

IV
1
V
4
VI
11
VII
15
VIII
19
IX
39
X
43
XI
47
XLIV
265
XLV
273
XLVI
274
XLVII
281
XLVIII
284
XLIX
292
L
295
LI
299

XII
61
XIII
67
XIV
73
XV
75
XVI
83
XVII
87
XVIII
97
XIX
98
XX
103
XXI
109
XXII
119
XXIII
126
XXIV
131
XXV
132
XXVI
137
XXVII
143
XXVIII
148
XXIX
151
XXX
155
XXXI
158
XXXII
175
XXXIII
182
XXXIV
187
XXXV
192
XXXVI
201
XXXVII
209
XXXVIII
211
XXXIX
228
XL
231
XLI
243
XLII
246
XLIII
255
LII
300
LIII
307
LIV
311
LV
318
LVI
321
LVII
322
LVIII
325
LIX
341
LX
343
LXI
351
LXII
356
LXIII
360
LXIV
361
LXV
364
LXVI
368
LXVII
369
LXVIII
373
LXIX
375
LXX
378
LXXI
382
LXXII
387
LXXIII
391
LXXIV
397
LXXVI
398
LXXVII
401
LXXVIII
409
LXXIX
415
LXXXI
418
LXXXII
423
LXXXIII
426
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About the author (2005)

Karim Abadir has held a joint Chair since 1996 in the Department of Mathematics and Economics at the University of York, where he has been the founder and director of various degree programs. He has also taught at the American University in Cairo, the University of Oxford, and the University of Exeter. He became an Extramural Fellow at CentER (Tilburg University) in 1993. Professor Abadir is a holder of two Econometric Theory awards, and has authored many articles in top journals, including the Annals of Statistics, Econometric Theory, Econometrica, and the Journal of Physics. He is Coordinating Editor (and one of the founding editors) of the Econometrics Journal, and Associate Editor of Econometric Reviews, Econometric Theory, Journal of Financial Econometrics, and Portuguese Economic Journal. He is a Fellow of the Royal Statistical Society.

Jan Magnus is Professor of Econometrics, CentER and Department of Econometrics and Operations Research, Tilburg University, The Netherlands. He has also taught at the University of Amsterdam, The University of British Columbia, The London School of Economics, The University of Montreal, and The European University Institute among other places. His books include Matrix Differential Calculus (with H. Neudecker), Linear Structures, Methodology and Tacit Knowledge (with M. S. Morgan), and Econometrics: A First Course (in Russian with P. K. Katyshev and A. A. Peresetsky). Professor Magnus has written numerous articles in the leading journals, including Econometrica, The Annals of Statistics, The Journal of the American Statistical Association, Journal of Econometrics, Linear Algebra and Its Applications, and The Review of Income and Wealth. He is a Fellow of the Journal of Econometrics, holder of the Econometric Theory Award, and associate editor of The Journal of Economic Methodology, Computational Statistics and Data Analysis, and the Journal of Multivariate Analysis.

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